Unlock secret weapon: Shadow Rifle
Beat "Last Story".

Unlock Last Story
Beat every 6th stage in story mode, and see the hero and dark endings for each. (10 endings in all)

Unlock Expert Mode
Get all 71 "A" rankings.

Unlock hidden Armoured car
Find the five keys in Westopolis.

Unlock Egg Vaccum
Clear neutrals mode/get all chaos emeralds

Heal Cannon:
Successfully complete the Hero story line.

Omochao Gun:
Successfully complete the Semi Hero story line.

Samurai Blade:
Successfully complete the Dark story line

Satellite Laser:
Successfully complete the Semi Dark story line

Shadow Rifle:
Successfully complete the Last Story.

Level 2 weapons:
Successfully complete both the Hero and Dark versions of a story line.

All Hail Shadow song:
Successfully complete the Hero story line.

All Of Me song (full version):
Successfully complete the Last Story.

Almost Dead song:
Successfully complete the Dark story line.

Chosen One song:
Successfully complete the Semi Hero story line.

Never Turn Back song:
Successfully complete the Dark story line.